Essentially all of your concerns concerns can be mitigated by building somewhere else.

Worried about natural disasters? Build some place less prone to natural disasters.

Worried about the strain on local communities? Build some place more remote.

Worried about energy availability? Build near a nuclear power plant or hydroelectric power station.

Worried about hostile governments? Don't build data centers within the territories of hostile governments. (If you consider every country a hostile government, that is a you-problem.)

For the cost of building a data center in space, you could instead build a second (or third, or fourth, ...) data center somewhere else.